IUSA.DE vs. VUSA.AS
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
IUSA.DE and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSA.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both IUSA.DE and VUSA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSA.DE or VUSA.AS.
Key characteristics
| IUSA.DE | VUSA.AS | |
|---|---|---|
| YTD Return | 32.42% | 32.96% |
| 1Y Return | 38.53% | 38.31% |
| 3Y Return (Ann) | 12.83% | 12.67% |
| 5Y Return (Ann) | 16.49% | 16.21% |
| 10Y Return (Ann) | 15.07% | 14.70% |
| Sharpe Ratio | 3.23 | 3.22 |
| Sortino Ratio | 4.37 | 4.33 |
| Omega Ratio | 1.67 | 1.67 |
| Calmar Ratio | 4.70 | 4.63 |
| Martin Ratio | 20.83 | 20.73 |
| Ulcer Index | 1.86% | 1.86% |
| Daily Std Dev | 11.90% | 11.88% |
| Max Drawdown | -50.54% | -33.64% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IUSA.DE and VUSA.AS is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IUSA.DE vs. VUSA.AS - Performance Comparison
The year-to-date returns for both investments are quite close, with IUSA.DE having a 32.42% return and VUSA.AS slightly higher at 32.96%. Both investments have delivered pretty close results over the past 10 years, with IUSA.DE having a 15.07% annualized return and VUSA.AS not far behind at 14.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSA.DE vs. VUSA.AS - Expense Ratio Comparison
Both IUSA.DE and VUSA.AS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUSA.DE vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
IUSA.DE vs. VUSA.AS - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.96%, which matches VUSA.AS's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 0.96% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.71% | 1.84% | 1.36% | 1.85% | 1.67% | 1.43% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
IUSA.DE vs. VUSA.AS - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
IUSA.DE vs. VUSA.AS - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS) have volatilities of 3.53% and 3.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.